+157,277.0%
KLAC vs UNP
+9,690.0%
+147,587.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +5.7% | -5.3% | +11.1% | +8.7% |
| 30D | -3.6% | -1.5% | -2.1% | -2.9% |
| 3M | -12.8% | +10.3% | -23.1% | -17.5% |
| 6M | +26.1% | +9.7% | +16.4% | +19.1% |
| YTD | +53.3% | +27.1% | +26.2% | +33.9% |
| 1Y | +113.7% | +32.6% | +81.1% | +82.1% |
| 3Y | +274.9% | +40.0% | +234.9% | +208.0% |
| 5Y | +470.1% | +50.8% | +419.3% | +344.9% |
| 10Y | +2,997.0% | +278.6% | +2,718.4% | +1,437.1% |
| All | +157,277.0% | +9,690.0% | +147,587.0% | +17,099.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling